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Fitting a distribution to survey data for the half-life of deviations from PPP

Fisher, Mark - 2015

This note presents a nonparametric Bayesian approach to fitting a distribution to the survey data provided in Kilian and Zha (2002) regarding the prior for the half-life of deviations from purchasing power parity (PPP). A point mass at infinity is included. The unknown density is represented as...

Persistent link: https://www.econbiz.de/10011403123

Nonparametric inference for a triangular system of equations for quantile regression

Kim, Yubin; Lee, Sungwon - In: Seoul journal of economics : SJE 38 (2025) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10015325814

Estimation of panel data partly specified Tobit regression with fixed effects

Ai, Chunrong; Li, Hongjun; Lin, Zhongjian; Meng, Meixia - In: Journal of econometrics 188 (2015) 2, pp. 316-326

Persistent link: https://www.econbiz.de/10011500476

Oracle efficiency in additive partially linear triangular systems

Penner, Eric - 2016

Persistent link: https://www.econbiz.de/10011565497

Sieve instrumental variable quantile regression estimation of functional coefficient models

Su, Liangjun; Hoshino, Tadao - In: Journal of econometrics 191 (2016) 1, pp. 231-254

Persistent link: https://www.econbiz.de/10011598110

A weighted sieve estimator for nonparametric time series models with nonstationary variables

Dong, Chaohua; Linton, Oliver; Peng, Bin - In: Journal of econometrics 222 (2021) 2, pp. 909-932

Persistent link: https://www.econbiz.de/10012619807

Quantile-based smooth transition value at risk estimation

Hubner, Stefan; Čížek, Pavel - In: The econometrics journal 22 (2019) 3, pp. 241-261

Persistent link: https://www.econbiz.de/10012166749

Quantile regression methods for first-price auctions

Sanches, Nathalie Gimenes; Guerre, Emmanuel - In: Journal of econometrics 226 (2022) 2, pp. 224-247

Persistent link: https://www.econbiz.de/10013461523

Efficient estimation of a triangular system of equations for quantile regression

Lee, Sungwon - In: Economics letters 226 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014312536

A Dirichlet process mixture regression model for the analysis of competing risk events

Ungolo, Francesco; Heuvel, Edwin R. van den - In: Insurance : mathematics and economics 116 (2024), pp. 95-113

Persistent link: https://www.econbiz.de/10015066791